CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 25-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7892 |
0.7921 |
0.0029 |
0.4% |
0.8035 |
High |
0.8008 |
0.7994 |
-0.0014 |
-0.2% |
0.8068 |
Low |
0.7870 |
0.7888 |
0.0018 |
0.2% |
0.7797 |
Close |
0.7911 |
0.7974 |
0.0063 |
0.8% |
0.8010 |
Range |
0.0138 |
0.0106 |
-0.0032 |
-23.2% |
0.0271 |
ATR |
0.0168 |
0.0164 |
-0.0004 |
-2.6% |
0.0000 |
Volume |
88,055 |
71,098 |
-16,957 |
-19.3% |
328,563 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8270 |
0.8228 |
0.8032 |
|
R3 |
0.8164 |
0.8122 |
0.8003 |
|
R2 |
0.8058 |
0.8058 |
0.7993 |
|
R1 |
0.8016 |
0.8016 |
0.7984 |
0.8037 |
PP |
0.7952 |
0.7952 |
0.7952 |
0.7963 |
S1 |
0.7910 |
0.7910 |
0.7964 |
0.7931 |
S2 |
0.7846 |
0.7846 |
0.7955 |
|
S3 |
0.7740 |
0.7804 |
0.7945 |
|
S4 |
0.7634 |
0.7698 |
0.7916 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8771 |
0.8662 |
0.8159 |
|
R3 |
0.8500 |
0.8391 |
0.8085 |
|
R2 |
0.8229 |
0.8229 |
0.8060 |
|
R1 |
0.8120 |
0.8120 |
0.8035 |
0.8039 |
PP |
0.7958 |
0.7958 |
0.7958 |
0.7918 |
S1 |
0.7849 |
0.7849 |
0.7985 |
0.7768 |
S2 |
0.7687 |
0.7687 |
0.7960 |
|
S3 |
0.7416 |
0.7578 |
0.7935 |
|
S4 |
0.7145 |
0.7307 |
0.7861 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8445 |
2.618 |
0.8272 |
1.618 |
0.8166 |
1.000 |
0.8100 |
0.618 |
0.8060 |
HIGH |
0.7994 |
0.618 |
0.7954 |
0.500 |
0.7941 |
0.382 |
0.7928 |
LOW |
0.7888 |
0.618 |
0.7822 |
1.000 |
0.7782 |
1.618 |
0.7716 |
2.618 |
0.7610 |
4.250 |
0.7438 |
|
|
Fisher Pivots for day following 25-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7963 |
0.7941 |
PP |
0.7952 |
0.7907 |
S1 |
0.7941 |
0.7874 |
|